"I wanted to get my kids out of L.A.," he tells PEOPLE. "So we moved to Minnesota right away. I've also got a house in rural Montana, which is our escape from Minnesota!"

"Our main house is in Minneapolis because my wife [Erin]'s family is there," the actor, 51, continues. "And whenever we can, we head to the middle of nowhere in Montana; we live in a small town. It's quiet and peaceful, ideal for really connecting with my family. It was definitely the right decision for us. I only have one chance to be a good dad to them."

With Sunday night bringing the final episode of Desperate Housewives to star original cast member Nicollette Sheridan – who is leaving the show for good – her neighbors on Wisteria Lane gathered to pay brief tribute to her during a panel discussion about Housewives at the Paley Center for Media in Los Angeles.

According to James Denton (the actor whose plumber Mike on the ABC show was the object of Sheridan's character Edie's insatiable lust), at the table-read of the first script that would not feature Sheridan, she took a moment to address the writers and actors. "She said, 'While you're all together, I'm here to say thank you for everything. You guys are great. You guys are awesome,' " Denton said.

"She walked out of the room, and Felicity [Huffman] looked at me and said, 'Classy,' and it sure was."

Desperate Housewives star James Denton had to get the thumbs-up from one important woman before he agreed to host the 2006 Miss America pageant: his wife, Erin. "She's a pretty liberal feminist and you can imagine the questions that I got – 'Now, are you sure this is what you want to do?' " he says. "But at the same time she's saying, 'Well, I'm not sure this is the right way to represent women,' she ran for Miss Shakopee in high school in Minnesota. So, I got her over a barrel."

Desperate Housewives resident hunk James Denton has a new woman in his life: Malin O'Brien Denton, born to the actor and his wife, Erin O'Brien Denton early Tuesday at a Los Angeles area hospital, says his publicist.

SURROUNDED: Desperate Housewives hunk James Denton, 41, sparked a small riot when he traipsed into Times Square for a photo shoot, reports USA Today. As soon as he hit the street, six Connecticut housewives were all over him – with their cameras and compliments. "You can't get through dinner," Denton, who plays mysterious plumber Mike Delfino, says of his newfound fame. "You can't shop. It's a great problem to have."